THE STOCHASTIC BURGERS EQUATION: FINITE MOMENTS AND SMOOTHNESS OF THE DENSITY

DOI10.1142/S0219025700000285zbMath0968.60057OpenAlexW2018748323MaRDI QIDQ4522396

David Nualart, Roger Pettersson, Jorge A. Leon

Publication date: 2 September 2001

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219025700000285

zbMATH Keywords

Malliavin calculusCole-Hopf transformationFeynman-Kac formulaspace-time white noisestochastic Burgers equationsmoothness of density

Mathematics Subject Classification ID

KdV equations (Korteweg-de Vries equations) (35Q53) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (11)

Moment estimates for invariant measures of stochastic Burgers equations ⋮ \(m\)-dissipativity of Kolmogorov operators corresponding to Burgers equations with space-time white noise ⋮ Absolute continuity of the solution to the stochastic Burgers equation ⋮ Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs ⋮ Stochastic Burgers' equation on the real line: regularity and moment estimates ⋮ \(L_p\)-regularity theory for semilinear stochastic partial differential equations with multiplicative white noise ⋮ Mild solutions for the stochastic generalized Burgers-Huxley equation ⋮ A regularity theory for stochastic generalized Burgers' equation driven by a multiplicative space-time white noise ⋮ Kolmogorov equations in infinite dimensions: well-posedness and regularity of solutions, with applications to stochastic generalized Burgers equations ⋮ Invariant measures for nonlinear conservation laws driven by stochastic forcing ⋮ Pathwise analysis and parameter estimation for the stochastic Burgers equation

Cites Work

• Malliavin calculus for white noise driven parabolic SPDEs
• On the density for the solution of a Burgers-type SPDE
• The stochastic Burgers equation
• On the stochastic Burgers' equation in the real line
• Existence and uniqueness results for semilinear stochastic partial differential equations
• Burgers equation driven by a space-time white noise: absolute continuity of the solution
• Stochastic burgers equation with correlated noise
• Stochastic Burgers' equation

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